Søren Schock Petersen
Abstract
The purpose of this paper is to show how the ruin probability can be found for a compound Poisson risk process with a general premium rate p(r) depending on the reserve r, and it is illustrated how the probability of ruin can be calculated using a simple numerical method.
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The purpose of this paper is to show how the ruin probability can be found for a compound Poisson risk process with a general premium rate p(r) depending on the reserve r, and it is illustrated how the probability of ruin can be calculated using a simple numerical method.
Key concepts: Ruin theory, Poisson distribution, Simple (philosophy), Mathematics, Poisson process, Compound Poisson process, Current (fluid), Risk model